Dragon Portfolio
Backtest results
Metrics
1Y · since Oct 2025Dragon Portfolio | |
|---|---|
| Total Return | +5.45% |
| CAGR | +5.50% |
| Sharpe | 0.40 |
| Calmar | 0.45 |
| Max DD | -12.23% |
| Volatility | 17.02% |
| Win Rate | 53.4% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic and aggressive, the portfolio keeps a core of leveraged S&P 500 (UPRO) and gold (GLD) while balancing risk with equal-weighted 20-year (TMF) and 7-10-year (TYD) treasuries and a VIX hedge (VIXM). It switches to natural resources (GNR) when its price is above a 40-day trend, otherwise it falls back to short-term bonds (BSV) to protect against a downturn.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Dragon Portfolio?
Dynamic and aggressive, the portfolio keeps a core of leveraged S&P 500 (UPRO) and gold (GLD) while balancing risk with equal-weighted 20-year (TMF) and 7-10-year (TYD) treasuries and a VIX hedge (VIXM). It switches to natural resources (GNR) when its price is above a 40-day trend, otherwise it falls back to short-term bonds (BSV) to protect against a downturn.
What is Dragon Portfolio holding today?
As of Oct 30, 2026, Dragon Portfolio allocates to UPRO 28%, BSV 24%, GLD 20%, TMF 10%, TYD 10%, VIXM 8%.
How has Dragon Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Dragon Portfolio returned +5.6% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Dragon Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Dragon Portfolio in a hypothetical backtest was -12.2%.
How do I use Dragon Portfolio?
Open Dragon Portfolio in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.